Bounce Pro

Version: v.2.0.0.0

Bounce Pro

Description

The strategy uses bars ninzaRenko 22/9 determines reversal and rebound to the half of the previous bar, manages the position with stop loss and profit orders

Properties

General Parameters

Stop [default: 50, range: 1–∞] — Stop loss in ticks.
Target [default: 150, range: 1–∞] — Profit target in ticks.
Use ML.NET filter? [default: true] — Filter signals with ML model.

Ensemble Models

Use LightGbm [default: true] — Enable LightGbm classifier.
Use FastTree [default: true] — Enable FastTree classifier.
Use FastForest [default: true] — Enable FastForest classifier.
Use SDCA LogReg [default: true] — Enable SDCA logistic regression.
Use LBFGS LogReg [default: true] — Enable LBFGS logistic regression.
Use Averaged Perceptron [default: true] — Enable Averaged Perceptron classifier.
Use SGD Calibrated [default: true] — Enable SGD calibrated classifier.

Feature Params

(Slope) Start Bars Ago [default: 14, range: 1–∞] — Start bar (ago) for VWAP slope.
(Slope) End Bars Ago [default: 0, range: 0–∞] — End bar (ago) for VWAP slope.
(Delta) Type [default: BidAsk] — Cumulative delta calculation type.
(Delta) Period [default: Session] — Cumulative delta period.
(Delta) Size Filter [default: 0, range: 0–∞] — Delta size filter (0 = off).
(VWAP) Resolution [default: Tick] — The data the indicator will run off of.
(VWAP) Standard deviations [default: Two] — The VWAP indicator to use for the strategy.
(VWAP) SD1 Multiplier [default: 0.75, range: 0.001–∞] — VWAP sd1 multiplier.
(VWAP) SD2 Multiplier [default: 1.5, range: 0.001–∞] — VWAP sd2 multiplier.
(VWAP) SD3 Multiplier [default: 3, range: 0.001–∞] — VWAP sd3 multiplier.
(ATR) Period [default: 14, range: 1–∞] — ATR period for features.
(MACD) Fast [default: 12, range: 1–∞] — MACD fast period.
(MACD) Slow [default: 26, range: 1–∞] — MACD slow period.
(MACD) Smooth [default: 9, range: 1–∞] — MACD signal smoothing period.
(Gap) Session Start Time [default: 08:30] — Local time of the first bar of the session used for gap calculation.
Signal Offset Bars [default: 0, range: 0–∞] — Bars ago to read input signal.

ML Engine

Enable Logging [default: false] — When enabled: Print() to Output window and write MLEngine.log.
Show Metrics Table [default: true] — Show ensemble metrics table on chart.
Show Probability [default: true] — Show probability label on chart.
Use Metrics Filter [default: false] — Block signals if metrics below thresholds.
Use Auto Weights [default: true] — Auto weight models by AUC and F1.
Min Probability [default: 0.5, range: 0–1] — Minimum ensemble probability to pass signal.
Bars Ahead [default: 60, range: 1–∞] — Bars ahead used for labeling training samples.
Records Before Retrain [default: 10, range: 1–∞] — Minimum samples before retraining.

ML Metrics Filter

Min AUC [default: 0.0, range: 0–1] — Minimum AUC required to pass metrics filter.
Min F1 [default: 0.0, range: 0–1] — Minimum F1 score required to pass metrics filter.
Min Accuracy [default: 0.0, range: 0–1] — Minimum accuracy required to pass metrics filter.
Min Precision [default: 0.0, range: 0–1] — Minimum precision required to pass metrics filter.
Min Recall [default: 0.0, range: 0–1] — Minimum recall required to pass metrics filter.

Probability Style

Probability font — Font family for probability labels.
Probability color — Text color for probability labels on chart.
Probability offset (ticks) [default: 0, range: -∞–∞] — Vertical offset in ticks.

Table Style

Table position [default: TopLeft] — Corner of chart where metrics table is drawn.
Table font — Font family for metrics table.
Table text color — Text color for metrics table.
Table background — Background fill for metrics table.
Table outline — Border/outline color for metrics table.
Table opacity [default: 75, range: 0–100] — Opacity table (0-100).

Version Change History

v.2.0.0.0 (Mar 9, 2026)

1) ML Engine filter feature added.